First, determine whether or not it is an export issue. You can do this by opening up the file in hex mode after exporting it from Access. Search for a known CTRL+ENTER escape sequence and look at the hex representation of the data. Make sure it exists in the exported file. If it's not there, it's obviously not going to show up in your imported records :)
Once you have confirmed that you now have to import it correctly using LOAD DATA INFILE [dev.mysql.com]. Make sure you don't mix up your termination characters with the other sequence characters.